HELX vs. PDBC
Compare and contrast key facts about Franklin Genomic Advancements ETF (HELX) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC).
HELX and PDBC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HELX is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020. PDBC is an actively managed fund by Invesco. It was launched on Nov 7, 2014.
Performance
HELX vs. PDBC - Performance Comparison
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HELX vs. PDBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | -8.14% | 26.34% | -5.32% | 1.14% | -37.89% | 9.80% | 85.05% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 29.06% | 5.96% | 2.09% | -6.25% | 19.23% | 41.72% | 5.83% |
Returns By Period
In the year-to-date period, HELX achieves a -8.14% return, which is significantly lower than PDBC's 29.06% return.
HELX
- 1D
- 0.90%
- 1M
- -2.17%
- YTD
- -8.14%
- 6M
- 5.21%
- 1Y
- 26.31%
- 3Y*
- 3.29%
- 5Y*
- -5.21%
- 10Y*
- —
PDBC
- 1D
- -1.27%
- 1M
- 11.33%
- YTD
- 29.06%
- 6M
- 32.46%
- 1Y
- 30.13%
- 3Y*
- 10.80%
- 5Y*
- 14.00%
- 10Y*
- 9.72%
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HELX vs. PDBC - Expense Ratio Comparison
HELX has a 0.50% expense ratio, which is lower than PDBC's 0.58% expense ratio.
Return for Risk
HELX vs. PDBC — Risk / Return Rank
HELX
PDBC
HELX vs. PDBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| HELX | PDBC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.62 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.19 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 2.74 | -1.41 |
Martin ratioReturn relative to average drawdown | 4.32 | 6.73 | -2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HELX | PDBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.62 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.74 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.21 | 0.00 |
Correlation
The correlation between HELX and PDBC is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HELX vs. PDBC - Dividend Comparison
HELX's dividend yield for the trailing twelve months is around 0.43%, less than PDBC's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | 0.43% | 0.39% | 0.00% | 0.00% | 0.00% | 0.24% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.97% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% |
Drawdowns
HELX vs. PDBC - Drawdown Comparison
The maximum HELX drawdown since its inception was -58.75%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for HELX and PDBC.
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Drawdown Indicators
| HELX | PDBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.75% | -49.52% | -9.23% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -11.07% | -6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -58.75% | -27.63% | -31.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.73% | — |
Current DrawdownCurrent decline from peak | -42.36% | -2.29% | -40.07% |
Average DrawdownAverage peak-to-trough decline | -34.12% | -23.53% | -10.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 4.50% | +1.06% |
Volatility
HELX vs. PDBC - Volatility Comparison
Franklin Genomic Advancements ETF (HELX) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) have volatilities of 8.75% and 8.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HELX | PDBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 8.36% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 13.95% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.21% | 18.73% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.26% | 18.92% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.46% | 17.69% | +9.77% |